Module convert 

Conversion utilities for Interactive Brokers data types.

Structs

IbPriceConverter

Converts the prices IB reports for an instrument into the instrument’s prices.

Functions

bar_close_from_open

Compute a bar’s close timestamp from its open timestamp and [BarSpecification].

bar_request_segments

Adapt duration segments for an IB historical bars request.

bar_type_to_ib_bar_size

Convert Nautilus BarType to IB HistoricalBarSize.

calculate_duration_segments

Calculate duration segments for IB historical data request.

ib_bar_timestamp_to_unix_nanos

Convert IB historical bar timestamp to UnixNanos.

ib_bar_to_nautilus_bar

Convert IB Bar to Nautilus Bar.

ib_timestamp_to_unix_nanos

Convert IB timestamp (OffsetDateTime) to UnixNanos.

jiff_to_ib_datetime

Convert Timestamp to OffsetDateTime.

price_type_to_ib_realtime_what_to_show

Convert Nautilus PriceType to IB WhatToShow for real-time (5-second) bars.

price_type_to_ib_realtime_what_to_show_for_security

Convert Nautilus PriceType to IB WhatToShow for real-time (5-second) bars, mapping crypto trade-price (PriceType::Last) to AGGTRADES (see uses_agg_trades).

price_type_to_ib_what_to_show

Convert Nautilus PriceType to IB WhatToShow.

price_type_to_ib_what_to_show_for_security

Convert Nautilus PriceType to IB WhatToShow for historical bars, mapping crypto trade-price (PriceType::Last) to AGGTRADES (see uses_agg_trades).